Keio University

Presentations

Imai, Junichi

141-160 items (total 171)

Integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment

Speaker
IMAI Junichi
Conference Title
[Conference Category International presentation] (Venue KTH, Sweden) Dates 2013.09.30 - 2013.09.30
Presentation Format
International presentation
Language of Publication
English
Conference Category
Public lecture, seminar, tutorial, course, or other speech

A Simulation-based Stochastic Programming Model for Hedging Financial Derivatives in a Lévy Market

Speaker
IMAI Junichi
Conference Title
[Conference Category Domestic presentation] Dates 2013.08.04 - 2013.08.04
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

A Multi-Stage Investment Game with Real Option Analysis

Speaker
今井潤一,渡辺隆裕
Conference Title
[Conference Category Domestic presentation] Dates 2005.09.15 - 2005.09.15
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

"A Two-Stage Investment Game with Real Option Analysis" "A Multi-Stage Investment Game with Real Option Analysis"

Speaker
IMAI Junichi
Conference Title
[Conference Category Domestic presentation] Dates 2005.08 - 2005.08
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

A Multi-stage Investment Game in Real Option Analysis

Speaker
Junichi Imai and Takahiro Watanabe
Conference Title
[Conference Category International presentation] Conference Title Daiwa International Workshop on Financial Engineering(Venue Tokyo, Japan) Dates 2005.07 - 2005.07
Presentation Format
International presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

リアル・オプション-不確実性下の最適な意思決定-

Speaker
IMAI Junichi
Conference Title
[Conference Category Domestic presentation] Dates 2005.07.19 - 2005.07.19
Invitation Status
With
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (invited, special)

A Multi-stage Investment Game in Real Option Analysis

Speaker
Junichi Imai and Takahiro Watanabe
Conference Title
[Conference Category International presentation] Conference Title 9th Annual International Conference on Real Options(Venue EDC, Paris, France.) Dates 2005.06 - 2005.06
Presentation Format
International presentation
Language of Publication
English
Conference Category
Oral presentation (general)

戦略的思考を取り入れたリアル・オプション-離散2 時点モデルによる分析-

Speaker
今井潤一,渡辺隆裕
Conference Title
[Conference Category Domestic presentation] Dates 2005.06.11 - 2005.06.11
Presentation Format
Domestic presentation
Conference Category
Oral presentation (general)

Linear Transformation methodを用いた準モンテカルロ法

Speaker
IMAI Junichi
Conference Title
[Conference Category Domestic presentation] Dates 2005.03.01 - 2005.03.01
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

Evaluating the Switching Options by Simulation

Speaker
IMAI Junichi
Conference Title
[Conference Category International presentation] Conference Title Bachelier Finance Society Third World Congress(Venue Chicago, U.S.A) Dates 2004.07 - 2004.07
Presentation Format
International presentation
Conference Category
Oral presentation (general)

戦略的思考を取り入れた 投資プロジェクトの分析-ゲーム理論とリアル・オプション・アプローチ-

Speaker
IMAI Junichi
Conference Title
[Conference Category Domestic presentation] Dates 2004.07.15 - 2004.07.15
Invitation Status
With
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (invited, special)

A Two-stage Investment Game in Real Option Analysis

Speaker
Junichi Imai and Takahiro Watanabe
Conference Title
[Conference Category International presentation] Conference Title 8th Annual International Conference on Real Options(Venue Montreal, Canada.) Dates 2004.06 - 2004.06
Presentation Format
International presentation
Language of Publication
English
Conference Category
Oral presentation (general)

A Quasi-Monte Carlo Approach to the Optimal Asset Allocation

Speaker
Junichi Imai, Phelim Boyle, and Ken Seng Tan
Conference Title
[Conference Category International presentation] Conference Title Monte Carlo and Quasi-Monte Carlo Methods(MCQMC)(Venue Juan-les-Pins, Cote d'Azur, France) Dates 2004.06 - 2004.06
Presentation Format
International presentation
Language of Publication
English
Conference Category
Oral presentation (general)

シミュレーションによるスイッチング・オプションの評価

Speaker
IMAI Junichi
Conference Title
[Conference Category Domestic presentation] Dates 2004.03.05 - 2004.03.05
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

ファイナンスにおける(準)モンテカルロ法の発展

Speaker
IMAI Junichi
Conference Title
[Conference Category Domestic presentation] Dates 2004.02.18 - 2004.02.18
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

モンテカルロ法の発展と準モンテカルロ方法の効率化に関する研究

Speaker
IMAI Junichi
Conference Title
[Conference Category Domestic presentation] Dates 2004.01.29 - 2004.01.29
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

ファイナンスにおける準モンテカルロ法の効果的利用法

Speaker
IMAI Junichi
Conference Title
[Conference Category Domestic presentation] Dates 2003.07.30 - 2003.07.30
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

準モンテカルロ法の基本とその効率化技術

Speaker
IMAI Junichi
Conference Title
[Conference Category Domestic presentation] Dates 2003.03 - 2003.03
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

準モンテカルロ法の効率的適用法 実質次元の観点から

Speaker
IMAI Junichi
Conference Title
[Conference Category Domestic presentation] Dates 2003.03.14 - 2003.03.14
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

戦略的思考を取り入れたリアル・オプション-離散2時点モデルによる分析-

Speaker
今井潤一,渡辺隆裕
Conference Title
[Conference Category Domestic presentation] Dates 2003.01 - 2003.01
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)